In Mathew 11:3 why did John send his disciples to go confirm whether Jesus was the Messiah to come even after baptizing him? Was he doubting him because Jesus failed to assist him after he was arrested?

Yes, it seems this was a time of doubt. Like his predecessor, Elijah (see “Elijah” in the last chapter of Malachi) went through a low time. Compare Matt 11 with 1 Kings 19 and you will be reminded again that even powerful men and women of God sometimes go through dark times. And you may be right about John's feeling. The one who came to proclaim liberty to the captives offered no literal freedom to the one who prepared the way before him. That must have been hard.